Well this one is a bit harder.
Is it egotistical to say that my favorite gameworlds are the ones I've created?
I have my fantasy setting: Leshan, which has evolved over the past couple of decades
I have my two fisted alternate 1930's pulp setting and I have my recent Swashbucklers of Atlantis, which is an Alternate history 18th century setting (Atlantis is what you and I call North America).
For favorite Gameworlds that I didn't come up with. . . . I'd say Harnworld and Greyhawk.